×

Operating characteristics for group sequential trials monitored under fractional Brownian motion. (English) Zbl 1192.62190

Summary: A Brownian motion has been used to derive stopping boundaries for group sequential trials; however, when we observe dependent increments in the data, the fractional Brownian motion is an alternative to be considered to model such data. We compared expected sample sizes and stopping times for different stopping boundaries based on the power family alpha spending function under various values of the Hurst coefficient. The results showed that the expected sample sizes and stopping times will decrease and power increases when the Hurst coefficient increases. With some Hurst coefficient, the closer the boundaries are to that of O’Brien-Fleming, the higher the expected sample sizes and stopping times are; however, power has a decreasing trend for values starting from \(H = 0.6\) (early analysis), 0.7 (equal space), 0.8 (late analysis). We also illustrate study design changes using results from the BHAT study.

MSC:

62L15 Optimal stopping in statistics
60J65 Brownian motion
62M99 Inference from stochastic processes
62P10 Applications of statistics to biology and medical sciences; meta analysis
62L10 Sequential statistical analysis

Software:

longmemo
Full Text: DOI

References:

[1] DOI: 10.2307/2343787 · doi:10.2307/2343787
[2] Beran J., Statistics for Long-Memory Processes (1994) · Zbl 0869.60045
[3] DOI: 10.1007/s00221-009-1761-1 · doi:10.1007/s00221-009-1761-1
[4] Chang S., Chin. J. Physiol. 52 pp 72– (2009)
[5] DOI: 10.1109/TBME.2007.894731 · doi:10.1109/TBME.2007.894731
[6] DOI: 10.1093/biomet/74.1.95 · Zbl 0612.62123 · doi:10.1093/biomet/74.1.95
[7] DOI: 10.1016/S0197-2456(84)80015-X · doi:10.1016/S0197-2456(84)80015-X
[8] DOI: 10.1111/j.1467-9892.1983.tb00371.x · Zbl 0534.62062 · doi:10.1111/j.1467-9892.1983.tb00371.x
[9] Jennison C., Group Sequential Methods with Applications to Clinical Trials (2000) · Zbl 0934.62078
[10] DOI: 10.1016/S0167-9473(03)00085-9 · Zbl 1429.62559 · doi:10.1016/S0167-9473(03)00085-9
[11] Lai D. J., Stat. Meth. Appl. (2009)
[12] DOI: 10.1080/02664760021853 · Zbl 0937.62114 · doi:10.1080/02664760021853
[13] DOI: 10.1016/S0378-3758(00)00203-2 · Zbl 0972.60027 · doi:10.1016/S0378-3758(00)00203-2
[14] DOI: 10.2307/2336502 · Zbl 0543.62059 · doi:10.2307/2336502
[15] DOI: 10.2307/2531870 · doi:10.2307/2531870
[16] DOI: 10.1002/sim.4780120804 · doi:10.1002/sim.4780120804
[17] DOI: 10.1137/1010093 · Zbl 0179.47801 · doi:10.1137/1010093
[18] DOI: 10.1029/WR005i005p00967 · doi:10.1029/WR005i005p00967
[19] DOI: 10.1029/93WR01686 · doi:10.1029/93WR01686
[20] DOI: 10.1029/93WR01914 · doi:10.1029/93WR01914
[21] DOI: 10.1029/2003RG000126 · doi:10.1029/2003RG000126
[22] DOI: 10.2307/2530245 · doi:10.2307/2530245
[23] DOI: 10.1093/biomet/64.2.191 · doi:10.1093/biomet/64.2.191
[24] Proschan M. A., Statistical Monitoring of Clinical Trials: A Unified Approach (2006) · Zbl 1121.62098
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.